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| Identificatore numerico | 1868 |
| Identificatore completo | BatlinSchachter00 |
| Autore/i | Batlin, C.; Schachter, B. |
| Anno | 2000 |
| Titolo | The Ten Great Challenges of Risk Management |
| Tipo di Pubblicazione | articolo |
| Altre Informazioni | in Risk, vol. 13, nr. 4, April Web Download. |
| Keywords | |
| Abstract | A brief survey of open points in risk management practice: applications of risk management (firm-wide risk measurement vs. business specific capital allocation, regulatory vs. managerial capital, extension to non-financial firms); risk measurement (market, credit, liquidity and operational risk); implementation issues in the measurement of risk (delta vs. full revaluation calculation of VaR, volatility estimation, correlation estimation). |
| Importanza | media |
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